+282.0%
FITB vs WCC
+518.6%
-236.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +2.0% |
| 7D | -1.0% | +1.7% | -2.6% | -1.9% |
| 30D | -5.5% | -6.1% | +0.6% | -3.1% |
| 3M | +4.1% | +3.1% | +1.0% | +0.7% |
| 6M | +18.7% | +28.2% | -9.5% | +1.7% |
| YTD | +18.2% | +41.1% | -22.9% | -4.1% |
| 1Y | +23.7% | +61.3% | -37.6% | -7.2% |
| 3Y | +130.8% | +123.6% | +7.1% | +34.3% |
| 5Y | +69.8% | +214.8% | -145.0% | -24.7% |
| All | +282.0% | +518.6% | -236.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling